CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 15-Jun-2017
Day Change Summary
Previous Current
14-Jun-2017 15-Jun-2017 Change Change % Previous Week
Open 0.7525 0.7578 0.0053 0.7% 0.7423
High 0.7625 0.7622 -0.0003 0.0% 0.7557
Low 0.7523 0.7558 0.0035 0.5% 0.7413
Close 0.7581 0.7572 -0.0009 -0.1% 0.7518
Range 0.0102 0.0064 -0.0038 -37.3% 0.0144
ATR 0.0056 0.0056 0.0001 1.1% 0.0000
Volume 64,880 50,665 -14,215 -21.9% 19,424
Daily Pivots for day following 15-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7776 0.7738 0.7607
R3 0.7712 0.7674 0.7590
R2 0.7648 0.7648 0.7584
R1 0.7610 0.7610 0.7578 0.7597
PP 0.7584 0.7584 0.7584 0.7578
S1 0.7546 0.7546 0.7566 0.7533
S2 0.7520 0.7520 0.7560
S3 0.7456 0.7482 0.7554
S4 0.7392 0.7418 0.7537
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7928 0.7867 0.7597
R3 0.7784 0.7723 0.7558
R2 0.7640 0.7640 0.7544
R1 0.7579 0.7579 0.7531 0.7610
PP 0.7496 0.7496 0.7496 0.7511
S1 0.7435 0.7435 0.7505 0.7466
S2 0.7352 0.7352 0.7492
S3 0.7208 0.7291 0.7478
S4 0.7064 0.7147 0.7439
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7625 0.7509 0.0116 1.5% 0.0051 0.7% 54% False False 30,727
10 0.7625 0.7362 0.0263 3.5% 0.0057 0.7% 80% False False 16,986
20 0.7625 0.7362 0.0263 3.5% 0.0057 0.7% 80% False False 8,874
40 0.7625 0.7315 0.0310 4.1% 0.0056 0.7% 83% False False 4,618
60 0.7661 0.7315 0.0346 4.6% 0.0053 0.7% 74% False False 3,117
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7894
2.618 0.7790
1.618 0.7726
1.000 0.7686
0.618 0.7662
HIGH 0.7622
0.618 0.7598
0.500 0.7590
0.382 0.7582
LOW 0.7558
0.618 0.7518
1.000 0.7494
1.618 0.7454
2.618 0.7390
4.250 0.7286
Fisher Pivots for day following 15-Jun-2017
Pivot 1 day 3 day
R1 0.7590 0.7571
PP 0.7584 0.7570
S1 0.7578 0.7570

These figures are updated between 7pm and 10pm EST after a trading day.

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